this is pretty normal regarding clickteam (the engine) games. they tend to be considered a virus due to the engine's compiler in general.
there's more info regarding this right here: https://www.reddit.com/r/clickteam/comments/gcqbzn/windows_thinking_clickteam_fu...
to mainly fix this issue, all you really have to do is allow the installer through your antivirus, or outright deactivate it to install the game.